Efficiently pricing barrier options in a Markov-switching framework

Details

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Version: Final published version
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Serval ID
serval:BIB_83EB9A08C66A
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Efficiently pricing barrier options in a Markov-switching framework
Journal
Journal of Computational and Applied Mathematics
Author(s)
Hieber Peter, Scherer Matthias
Publication state
Published
Issued date
2010
Volume
235
Pages
679-685
Language
english
URN
urn:nbn:ch:serval-BIB_83EB9A08C66A3
OAI-PMH
oai:serval.unil.ch:BIB_83EB9A08C66A
DOI
10.1016/j.cam.2010.06.021
Publisher's website
http://www.scopus.com/inward/record.url?eid=2-s2.0-77957928275&partnerID=MN8TOARS
Create date
08/09/2021 11:36
Last modification date
20/07/2022 7:11
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